Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867726.7311 | 692424.0512 | 175302.68 | 10020719.8302 | 22578207.1869 | -12557487.3567 |
Total P&L (%) | 867.7267 | 692.4241 | 175.3027 | 10020.7198 | 22578.2072 | -12557.4874 |
Avg Daily Profit (%) | 0.3472 | 0.277 | 0.0701 | 0.1849 | 0.2173 | 0 |
Buy And Hold Return (%) | 943.7723 | 943.7723 | 943.7723 | 943.7723 | 943.7723 | 943.7723 |
Max Trade Drawdown | -92494 | -74463 | -80178 | -18044453 | -515313 | -17529140 |
Profit Factor | 3.2467 | 5.6096 | 1.7428 | 1.4729 | 15.0114 | 0.3586 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 70.3297 | 66.6667 | 73.913 | 70.3297 | 66.6667 | 73.913 |
Ratio Avg Win / Avg Loss | 1.3697 | 2.8048 | 0.6151 | 0.6214 | 7.5057 | 0.1266 |
Largest Winning Trade | 171581 | 171581 | 41285 | 13812522 | 13812522 | 1106306 |
Largest Losing Trade | -80178 | -47066 | -80178 | -17529140 | -515313 | -17529140 |
Avg Bars in Trades | 160 | 173 | 147 | 160 | 173 | 147 |
Avg Bars in Winners | 160 | 175 | 147 | 160 | 175 | 147 |
Avg Bars in Losers | 160 | 170 | 148 | 160 | 170 | 148 |
Bars Traded | 14610 | 7823 | 6787 | 14610 | 7823 | 6787 |
Profit Streak | 199.6547 | 199.6547 | 211.6547 | 199.6547 | 199.6547 | 211.6547 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146766 | -145252 | -259980 | 432104 | 730836 | -576220 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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